NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 3.840 3.835 -0.005 -0.1% 4.005
High 3.867 3.874 0.007 0.2% 4.120
Low 3.816 3.734 -0.082 -2.1% 3.938
Close 3.820 3.859 0.039 1.0% 4.025
Range 0.051 0.140 0.089 174.5% 0.182
ATR 0.080 0.084 0.004 5.4% 0.000
Volume 10,354 5,672 -4,682 -45.2% 49,518
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.242 4.191 3.936
R3 4.102 4.051 3.898
R2 3.962 3.962 3.885
R1 3.911 3.911 3.872 3.937
PP 3.822 3.822 3.822 3.835
S1 3.771 3.771 3.846 3.797
S2 3.682 3.682 3.833
S3 3.542 3.631 3.821
S4 3.402 3.491 3.782
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.574 4.481 4.125
R3 4.392 4.299 4.075
R2 4.210 4.210 4.058
R1 4.117 4.117 4.042 4.164
PP 4.028 4.028 4.028 4.051
S1 3.935 3.935 4.008 3.982
S2 3.846 3.846 3.992
S3 3.664 3.753 3.975
S4 3.482 3.571 3.925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.033 3.734 0.299 7.7% 0.085 2.2% 42% False True 8,238
10 4.120 3.734 0.386 10.0% 0.083 2.1% 32% False True 8,737
20 4.120 3.734 0.386 10.0% 0.081 2.1% 32% False True 7,514
40 4.120 3.570 0.550 14.3% 0.075 1.9% 53% False False 5,725
60 4.130 3.570 0.560 14.5% 0.074 1.9% 52% False False 4,951
80 4.326 3.570 0.756 19.6% 0.073 1.9% 38% False False 4,443
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.469
2.618 4.241
1.618 4.101
1.000 4.014
0.618 3.961
HIGH 3.874
0.618 3.821
0.500 3.804
0.382 3.787
LOW 3.734
0.618 3.647
1.000 3.594
1.618 3.507
2.618 3.367
4.250 3.139
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 3.841 3.854
PP 3.822 3.848
S1 3.804 3.843

These figures are updated between 7pm and 10pm EST after a trading day.

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